Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-03-02 0.366623 0.403501 0.443876 0.491610 0.546828 0.609086 0.685153
2025-03-09 0.323892 0.371282 0.426281 0.495587 0.581694 0.686669 0.826744
2025-03-16 0.300418 0.355713 0.422982 0.512389 0.630556 0.785114 1.009245
2025-03-23 0.278735 0.338762 0.414650 0.520119 0.667165 0.871997 1.193063
2025-03-30 0.259382 0.322140 0.404083 0.522418 0.695355 0.950451 1.380884
2025-04-06 0.241556 0.305468 0.391215 0.519186 0.714103 1.016892 1.564388
2025-04-13 0.220801 0.282917 0.367932 0.497961 0.702331 1.032843 1.664633
2025-04-20 0.210039 0.273145 0.361490 0.500482 0.727124 1.111764 1.899422
2025-04-27 0.200023 0.263549 0.354289 0.500733 0.747739 1.186418 2.147146
2025-05-04 0.190871 0.254464 0.346966 0.499777 0.765763 1.259024 2.413241
2025-05-11 0.183704 0.247734 0.342550 0.502855 0.790899 1.349461 2.752484
2025-05-18 0.173070 0.235169 0.328221 0.488010 0.781401 1.368225 2.918918
2025-05-25 0.161973 0.221568 0.311814 0.468951 0.763165 1.368588 3.046617
2025-06-01 0.156692 0.216520 0.308571 0.472296 0.788256 1.468215 3.505183
2025-06-08 0.154320 0.215764 0.312081 0.487763 0.839390 1.639212 4.289013
2025-06-15 0.150464 0.212424 0.311064 0.494833 0.874293 1.780431 5.074590
2025-06-22 0.145977 0.207811 0.307572 0.496890 0.898731 1.901489 5.882417
2025-06-29 0.140929 0.202023 0.301698 0.493825 0.911368 1.994193 6.652901
2025-07-06 0.133414 0.191879 0.287773 0.473992 0.883326 1.965012 6.811324
2025-07-13 0.130036 0.188376 0.285190 0.476328 0.907307 2.095965 7.954866
2025-07-20 0.126539 0.184504 0.281718 0.476551 0.926294 2.217659 9.212171
2025-07-27 0.123088 0.180550 0.277865 0.475652 0.942428 2.335601 10.634930
2025-08-03 0.120394 0.177748 0.275915 0.478521 0.968541 2.496607 12.694707